+22,107.8%
LLY vs NI
+5,716.3%
+16,391.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +6.7% | +4.3% | +2.4% | +5.3% |
| 30D | +19.6% | +12.4% | +7.2% | +15.1% |
| 3M | +19.7% | +10.2% | +9.5% | +15.9% |
| 6M | +42.7% | -0.8% | +43.5% | +42.7% |
| YTD | +35.1% | +13.2% | +21.9% | +29.2% |
| 1Y | +42.2% | +10.1% | +32.1% | +37.2% |
| 3Y | +140.8% | +103.1% | +37.7% | +87.4% |
| 5Y | +480.6% | +115.5% | +365.0% | +338.5% |
| 10Y | +2,061.9% | +195.5% | +1,866.4% | +1,327.4% |
| All | +22,107.8% | +5,716.3% | +16,391.5% | +5,553.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling